+629.7%
FDS vs BUD
+201.1%
+428.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | +9.0% | -5.7% | +14.7% | +11.1% |
| 3M | +18.9% | +3.1% | +15.7% | +17.5% |
| 6M | +35.1% | +7.9% | +27.3% | +30.9% |
| YTD | +5.5% | +27.3% | -21.8% | -3.6% |
| 1Y | -16.8% | +37.8% | -54.6% | -26.0% |
| 3Y | -28.1% | +49.8% | -77.9% | -38.8% |
| 5Y | -17.4% | +43.8% | -61.3% | -30.3% |
| 10Y | +85.4% | -22.6% | +108.1% | +85.2% |
| All | +629.7% | +201.1% | +428.7% | +300.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling